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IAK vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IAK and SCHD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

IAK vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Insurance ETF (IAK) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
505.54%
369.64%
IAK
SCHD

Key characteristics

Sharpe Ratio

IAK:

0.80

SCHD:

0.18

Sortino Ratio

IAK:

1.18

SCHD:

0.35

Omega Ratio

IAK:

1.16

SCHD:

1.05

Calmar Ratio

IAK:

1.37

SCHD:

0.18

Martin Ratio

IAK:

3.73

SCHD:

0.64

Ulcer Index

IAK:

4.24%

SCHD:

4.44%

Daily Std Dev

IAK:

19.79%

SCHD:

15.99%

Max Drawdown

IAK:

-77.38%

SCHD:

-33.37%

Current Drawdown

IAK:

-6.48%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, IAK achieves a 2.97% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, IAK has outperformed SCHD with an annualized return of 12.25%, while SCHD has yielded a comparatively lower 10.28% annualized return.


IAK

YTD

2.97%

1M

-5.11%

6M

2.43%

1Y

17.03%

5Y*

23.29%

10Y*

12.25%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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IAK vs. SCHD - Expense Ratio Comparison

IAK has a 0.43% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for IAK: current value is 0.43%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAK: 0.43%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

IAK vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IAK
The Risk-Adjusted Performance Rank of IAK is 7777
Overall Rank
The Sharpe Ratio Rank of IAK is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of IAK is 7272
Sortino Ratio Rank
The Omega Ratio Rank of IAK is 7272
Omega Ratio Rank
The Calmar Ratio Rank of IAK is 8888
Calmar Ratio Rank
The Martin Ratio Rank of IAK is 7878
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IAK vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Insurance ETF (IAK) and Schwab US Dividend Equity ETF (SCHD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for IAK, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.00
IAK: 0.80
SCHD: 0.18
The chart of Sortino ratio for IAK, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
IAK: 1.18
SCHD: 0.35
The chart of Omega ratio for IAK, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
IAK: 1.16
SCHD: 1.05
The chart of Calmar ratio for IAK, currently valued at 1.37, compared to the broader market0.002.004.006.008.0010.0012.00
IAK: 1.37
SCHD: 0.18
The chart of Martin ratio for IAK, currently valued at 3.73, compared to the broader market0.0020.0040.0060.00
IAK: 3.73
SCHD: 0.64

The current IAK Sharpe Ratio is 0.80, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of IAK and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.80
0.18
IAK
SCHD

Dividends

IAK vs. SCHD - Dividend Comparison

IAK's dividend yield for the trailing twelve months is around 1.74%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
IAK
iShares U.S. Insurance ETF
1.74%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

IAK vs. SCHD - Drawdown Comparison

The maximum IAK drawdown since its inception was -77.38%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IAK and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.48%
-11.47%
IAK
SCHD

Volatility

IAK vs. SCHD - Volatility Comparison

iShares U.S. Insurance ETF (IAK) has a higher volatility of 12.17% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that IAK's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.17%
11.20%
IAK
SCHD